Dear Professor:
Here are my files.
【1】
var y c l k m w a i r h pm tauka taukb Lambda g ce er vp etaa etab ddla ddlb pz pi z mc x1 x2 pstar tax tr;
varexo eps_a eps_g eps_da eps_db eps_ka eps_kb eps_h;
parameters sigma beta alpha fai vfie gamma delta Omegaa Omegab s tauma taumb epsilon theta;
parameters rhoa rhoda rhodb rhoG rhoKa rhoKb rhoh;
beta = 0.99;
sigma = 1.97;
alpha = 0.33;
fai = 0.58;
gamma = 1.136;
delta = 0.025;
Omegaa = 0.1;
Omegab = 0.1;
s = 0.6;
epsilon = 6;
theta = 0.75;
vfie = 2;
tauma = 0.15;
taumb = 0.09;
%rhoa = 0.8;
%rhoda = 0.49;
%rhodb = 0.49;
%rhoG = 0.8;
%rhoKa = 0.8;
%rhoKb = 0.8;
%rhoh = 0.54;
model;
l^sigma=w/c;
Lambda+1/c*((1-tauka)r(1-Omegaa)+(1-taukb)rOmegaa)-beta*(1-delta)Lambda(+1)=0;
1/c=-Lambdah*(1-vfie/2*(i/i(-1)-1)^2)+Lambdavfie(i/i(-1))(i/i(-1)-1)-betah(+1)Lambda(+1)vfie(i(+1)/i)^2(i(+1)/i-1);
(1-er)^2.5s^2.5((1-Omegab)^2.5)m^1.5=((1-tauma)pm(1-Omegab)+(1-taumb)pmOmegab)/c;
k=(1-delta)k(-1)+h(1-vfie/2(i/i(-1)-1)^2)i;
y=c+i+g+ce;
y=a(k(-1)^alpha)(l^fai)((etaa*(1-Omegab)m+etabOmegabm)^(1-alpha-fai))/vp;
ce=5s*(1-Omegab)m((1-er)log(1-er)+er);
pz=-5log(1-er);
mc=((w^fai)(r^alpha)((pz*(1-er)s(1-Omegab)+pm)^(1-alpha-fai)))/(a*(alpha^alpha)(fai^fai)((etaa*(1-Omegab)+etabOmegab)^(1-alpha-fai))((1-alpha-fai)^(1-alpha-fai)));
z=(1-er)s(1-Omegab)m;
etaa=ddla((1-Omegab)m)^gamma;
etab=ddlb(Omegabm)^gamma;
w=faia*(k(-1)^alpha)(l^(fai-1))(etaa*(1-Omegab)m+etabOmegabm)^(1-alpha-fai);
r=alphaak(-1)^(alpha-1)(l^fai)(etaa(1-Omegab)m+etabOmegabm)^(1-alpha-fai);
(pzs*(1-er)(1-Omegab)+pm)=(gamma+1)(1-alpha-fai)a(k(-1)^alpha)(l^fai)((ddla*((1-Omegab)m)^(gamma+1)+ddlb(Omegabm)^(gamma+1))^(1-alpha-fai))/m;
(epsilon-1)x1=epsilonx2;
x1=ypstar^(epsilon-1)1/c+betatheta*(x1(+1)(pstar^(1-epsilon))/(pstar(+1)^(1-epsilon))pi(+1)^(epsilon-1));
x2=ymcpstar^(-epsilon)1/c+betatheta*(x2(+1)(pstar^(-epsilon))/(pstar(+1)^(-epsilon))(pi(+1)^epsilon));
vp=(1-theta)pstar^(-epsilon)+thetapi^epsilonvp(-1);
1=(1-theta)pstar^(1-epsilon)+theta(pi^(epsilon-1));
tax=g+tr;
tax=taukar*(1-Omegaa)k(-1)+taukbrOmegaak(-1)+taumapm(1-Omegab)m+taumbpmOmegabm+pz*z;
pz=0;
log(a/1)=rhoalog(a(-1)/1)+eps_a;
log(g/0.1)=rhoGlog(g(-1)/0.1)+eps_g;
log(ddla/1)=rhodalog(ddla(-1)/1)+eps_da;
log(ddlb/1.5)=rhodblog(ddlb(-1)/1.5)+eps_db;
log(tauka/0.278)=rhoKalog(tauka(-1)/0.278)+eps_ka;
log(taukb/0.18)=rhoKblog(taukb(-1)/0.18)+eps_kb;
log(h/0.88)=rhoh*log(h(-1)/0.88)+eps_h;
end;
shocks;
var eps_a;
stderr 1;
var eps_g;
stderr 1;
var eps_da;
stderr 1;
var eps_db;
stderr 1;
var eps_ka;
stderr 1;
var eps_kb;
stderr 1;
var eps_h;
stderr 1;
end;
estimated_params;
rhoa,beta_pdf,0.8,0.1;
rhoG,beta_pdf,0.8,0.1;
rhoda,beta_pdf,0.49,0.1;
rhodb,beta_pdf,0.49,0.1;
rhoKa,beta_pdf,0.8,0.1;
rhoKb,beta_pdf,0.8,0.1;
rhoh,beta_pdf,0.54,0.1;
end;
estimated_params_bounds;
rhoa, .001,.95;
rhoG, .001,.95;
rhoda, .001,.95;
rhodb, .001,.95;
rhoKa, .001,.95;
rhoKb, .001,.95;
rhoh, .001,.95;
end;
estimated_params_init;
rhoa, 0.8;
rhoda, 0.49;
rhodb, 0.49;
rhoG, 0.8;
rhoKa, 0.8;
rhoKb, 0.8;
rhoh, 0.54;
end;
varobs y pi i g l z;
estimation(datafile=observetn,conf_sig=.95,first_obs=101,forecast=40,nobs=40,mode_check, mode_compute=4, mh_replic=1200, mh_jscale=0.8, mh_nblocks=1) y c l k m w a i r h pm tauka taukb Lambda g ce er vp etaa etab ddla ddlb pz pi z mc x1 x2 pstar tax tr;
【2】the data
【3】load data?
Thanks!